Probability and Statistics
Weekly Hours: 5
ECTS Credits: 6
Course Homepage: http://www.cse.uoi.gr/~kblekas/courses/probstat/
Description: Fundamentals of probability: Definition of sample space, axiomatic and relative frequency definitions of probability, Probability theorems, compound and conditional probability, independence of events, Bayes theorem, Random variables, probability density and distribution functions, expected value and variance , Gaussian distribution and its properties. Multivariate random variables, marginal distributions, conditional distributions, correlation, correlation coefficient, functions of one and many random variables, Moments, moment function, characteristic function. Laws of large numbers, central limit theorem.
Inferential statistics, statistical functions, point estimation, confidence intervals, hypothesis testing.